BBSI Options History — July 2021

In July 2021, BBSI traded between $17.50 and $18.40. ATM implied volatility averaged 40.0%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 13.4% (HV 20d: 26.6%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.33.

Notable Days

2021-07-06: Highest Volume — 16 contracts
2021-07-12: Largest IV spike — 68.9% change
2021-07-12: Highest IV Rank — 73.6%
2021-07-28: Largest Expected Move — 12.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.01	$17.50	$18.40	$18.39	$18.25
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	40.0%	29.5%	76.0%	30.4%	42.6%
Expected Move	10.6%	8.4%	12.5%	8.7%	12.2%
HV 20d	26.6%	21.8%	28.1%	21.8%	27.1%
HV 60d	29.6%	27.9%	30.8%	28.6%	27.9%
IV Rank	25.8%	11.4%	73.6%	12.2%	30.0%
IV Percentile	39.7%	7.1%	94.8%	8.7%	55.2%
Term Structure	-2.1%	-10.9%	7.5%	5.0%	-7.2%
VWIV	43.0%	34.8%	50.7%	34.8%	42.0%
Skew 25d	-2.0%	-10.2%	5.4%	3.2%	-4.8%
Skew 10d	-10.4%	-22.7%	5.5%	-14.0%	3.2%
Call IV 25d	42.8%	30.3%	50.5%	35.0%	45.1%
Put IV 25d	40.8%	30.0%	51.0%	38.2%	40.3%
Bid-Ask Spread %	108.52	100.83	117.59	101.40	104.53
Gamma HHI	0.19	0.14	0.27	0.16	0.23
Net GEX	-4.9K	-7.1K	-942	-942	-3.3K
Net DEX	43.6K	7.6K	92.3K	7.6K	8.5K
Net VEX	-1.2K	-1.5K	-874	-1.5K	-930
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	1.00	1.00	0.00
Total Volume	5.333	0	16	8	0
Total OI	1,574.667	1,556	1,596	1,556	1,592

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-07-01	$18.39	$17.50	30.4%	8.7%	21.8%	12.2%	0.0%	3.2%	5.0%	-942	7.6K	-1.5K	1.00	101.40	4	4	1,004	552
2021-07-02	$18.16	$17.50	35.6%	10.2%	22.3%	19.1%	0.0%	-6.4%	-6.7%	-3.1K	31.9K	-1.4K	0.00	100.83	0	0	1,008	556
2021-07-06	$17.62	$17.50	37.0%	10.1%	24.5%	21.0%	34.8%	5.0%	-0.5%	-6.3K	83.1K	-1.5K	0.00	100.92	0	16	1,008	556
2021-07-07	$18.03	$17.50	29.9%	10.7%	26.0%	11.5%	0.0%	-5.9%	-3.2%	-5.7K	43.8K	-1.3K	0.00	101.67	16	0	1,008	564
2021-07-08	$17.73	$17.50	32.2%	9.7%	26.5%	14.6%	46.4%	-10.2%	4.8%	-4.9K	48.0K	-1.5K	0.00	102.69	0	12	1,008	564
2021-07-09	$18.14	$17.50	45.0%	10.3%	28.0%	31.8%	0.0%	-6.2%	-4.0%	-5.3K	29.6K	-1.2K	0.00	103.38	0	0	1,008	576
2021-07-12	$18.13	$17.50	76.0%	10.2%	28.0%	73.6%	0.0%	2.3%	-1.8%	-3.1K	22.3K	-1.3K	0.00	115.51	0	12	1,008	576
2021-07-13	$18.05	$17.50	60.5%	10.2%	27.8%	52.8%	0.0%	1.7%	-0.6%	-6.8K	48.8K	-1.2K	0.00	107.75	4	0	1,008	588
2021-07-14	$18.20	$17.50	34.1%	9.8%	28.1%	17.1%	0.0%	1.6%	-1.2%	-6.6K	32.9K	-1.2K	0.00	104.26	0	0	1,008	588
2021-07-15	$18.19	$17.50	41.2%	11.8%	28.0%	28.1%	0.0%	-0.6%	-5.9%	-3.5K	41.2K	-1.5K	0.00	108.39	0	0	1,008	588
2021-07-16	$18.12	$17.50	35.0%	10.0%	28.0%	19.2%	50.7%	0.6%	-1.0%	-3.7K	23.1K	-1.1K	0.00	106.87	0	12	1,008	588
2021-07-19	$17.50	$17.50	40.7%	11.7%	26.1%	27.3%	41.1%	5.4%	-9.6%	-7.1K	92.3K	-1.3K	0.00	110.73	0	4	1,000	568
2021-07-20	$17.95	$17.50	37.0%	10.6%	27.4%	22.1%	0.0%	0.2%	-1.6%	-4.0K	45.8K	-1.2K	0.00	110.64	0	0	1,000	564
2021-07-21	$17.93	$17.50	40.2%	11.5%	26.4%	26.7%	0.0%	1.4%	-6.0%	-5.3K	51.7K	-1.2K	0.00	115.97	0	0	1,000	564
2021-07-22	$17.55	$17.50	38.2%	10.9%	27.3%	23.7%	0.0%	-7.3%	-5.8%	-6.2K	67.9K	-1.2K	0.00	114.93	0	0	1,000	564
2021-07-23	$17.89	$17.50	36.4%	10.4%	27.6%	21.2%	0.0%	-4.1%	2.3%	-6.9K	61.6K	-1.1K	0.00	115.30	0	0	1,000	564
2021-07-26	$17.91	$17.50	39.3%	11.3%	27.4%	25.4%	0.0%	-8.2%	0.6%	-6.3K	55.2K	-1.0K	0.00	112.92	0	0	1,000	564
2021-07-27	$17.98	$17.50	36.7%	10.5%	26.8%	21.6%	42.0%	-7.2%	2.4%	-5.5K	76.2K	-1.2K	0.00	110.94	0	16	1,000	564
2021-07-28	$18.17	$17.50	43.4%	12.5%	26.7%	31.2%	0.0%	0.5%	-10.9%	-3.1K	33.0K	-1.1K	0.00	117.59	0	12	1,000	564
2021-07-29	$18.40	$17.50	29.5%	8.4%	27.1%	11.4%	0.0%	-2.9%	7.5%	-4.7K	10.9K	-874	0.00	111.76	0	0	1,000	580
2021-07-30	$18.25	$17.50	42.6%	12.2%	27.1%	30.0%	0.0%	-4.8%	-7.2%	-3.3K	8.5K	-930	0.00	104.53	0	0	1,000	592